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The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach
16 references·2 citing·47 second hop
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References

  • 1991Target Zones and Exchange Rate Dynamics1,089 cited
  • 1983Foreign currency option values1,078 cited
  • 1997Monte Carlo methods for security pricing856 cited
  • 2004Credit Risk Modeling530 cited
  • 1993Stochastic Devaluation Risk and the Empirical Fit of Target-Zone Models269 cited
  • 1998Nonparametric Density Estimation and Tests of Continuous Time Interest Rate Models208 cited
  • 2006Taylor Rules and the Deutschmark-Dollar Real Exchange Rate185 cited
  • 2004Taylor Rules and the Deutschmark-Dollar Real Exchange Rate180 cited
  • 1996Using option prices to estimate realignment probabilities in the European Monetary System: the case of sterling-mark135 cited
  • 2007DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE116 cited
  • 1993Why have a target zone?99 cited
  • 1986On the use of European models to price American options on foreign currency63 cited
  • 2001A Jump‐diffusion Model for Exchange Rates in a Target Zone53 cited
  • 1994A univariate analysis of EMS exchange rates using a target zone model49 cited
  • 2017Financial Markets' Views about the Euro–Swiss Franc Floor33 cited
  • 2013

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Where Would the EUR/CHF Exchange Rate Be Without the SNB's Minimum Exchange Rate Policy?
30 cited

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  • 2019Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data57 cited
  • 2021The implied volatility smirk in the Chinese equity options market32 cited